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Biography

Activity on QuantConnect

We are pioneering the radical future for open-source quant finance. QuantConnect is the world's largest quant community, empowering 220,000 quants with a framework, data, and infrastructure for their investments.


Public Backtests (1)

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Hyper-Active Yellow-Green Flamingo

0.797Net Profit

13.81PSR

0.352Sharpe Ratio

0.005Alpha

-0.009Beta

0.398CAR

0.7Drawdown

0Loss Rate

12Parameters

0Security Types

0.939Sortino Ratio

502Tradeable Dates

2Trades

-0.475Treynor Ratio

0.8Win Rate


Community

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ki started the discussion Unexpected Market Order

I have no idea why my program place some order while no insight was emitted from the alpha model....

3 years ago

ki started the discussion [HELP] Different resolution for different part of alpha framework

Hi there,

3 years ago

ki left a comment in the discussion Unexpected Market Order

Hi Vladimir,

3 years ago

ki left a comment in the discussion Unexpected Market Order

I tried to change the insight period and the order closed before insight expired. May I ask is...

3 years ago

Hyper-Active Yellow-Green Flamingo

0.797Net Profit

13.81PSR

0.352Sharpe Ratio

0.005Alpha

-0.009Beta

0.398CAR

0.7Drawdown

0Loss Rate

12Parameters

0Security Types

0.939Sortino Ratio

502Tradeable Dates

2Trades

-0.475Treynor Ratio

0.8Win Rate

ki started the discussion Unexpected Market Order

I have no idea why my program place some order while no insight was emitted from the alpha model....

3 years ago

ki started the discussion [HELP] Different resolution for different part of alpha framework

Hi there,

3 years ago

ki left a comment in the discussion Unexpected Market Order

Hi Vladimir,

3 years ago

ki left a comment in the discussion Unexpected Market Order

I tried to change the insight period and the order closed before insight expired. May I ask is...

3 years ago